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A variational approach to the alternating projections method

Author

Listed:
  • Carlo Alberto Bernardi

    (Università Cattolica del Sacro Cuore)

  • Enrico Miglierina

    (Università Cattolica del Sacro Cuore)

Abstract

The 2-sets convex feasibility problem aims at finding a point in the nonempty intersection of two closed convex sets A and B in a Hilbert space H. The method of alternating projections is the simplest iterative procedure for finding a solution and it goes back to von Neumann. In the present paper, we study some stability properties for this method in the following sense: we consider two sequences of closed convex sets $$\{A_n\}$$ { A n } and $$\{B_n\}$$ { B n } , each of them converging, with respect to the Attouch-Wets variational convergence, respectively, to A and B. Given a starting point $$a_0$$ a 0 , we consider the sequences of points obtained by projecting on the “perturbed” sets, i.e., the sequences $$\{a_n\}$$ { a n } and $$\{b_n\}$$ { b n } given by $$b_n=P_{B_n}(a_{n-1})$$ b n = P B n ( a n - 1 ) and $$a_n=P_{A_n}(b_n)$$ a n = P A n ( b n ) . Under appropriate geometrical and topological assumptions on the intersection of the limit sets, we ensure that the sequences $$\{a_n\}$$ { a n } and $$\{b_n\}$$ { b n } converge in norm to a point in the intersection of A and B. In particular, we consider both when the intersection $$A\cap B$$ A ∩ B reduces to a singleton and when the interior of $$A \cap B$$ A ∩ B is nonempty. Finally we consider the case in which the limit sets A and B are subspaces.

Suggested Citation

  • Carlo Alberto Bernardi & Enrico Miglierina, 2021. "A variational approach to the alternating projections method," Journal of Global Optimization, Springer, vol. 81(2), pages 323-350, October.
  • Handle: RePEc:spr:jglopt:v:81:y:2021:i:2:d:10.1007_s10898-021-01025-y
    DOI: 10.1007/s10898-021-01025-y
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    References listed on IDEAS

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    1. Carlo Alberto Bernardi & Enrico Miglierina & Elena Molho, 2019. "Stability of a convex feasibility problem," Journal of Global Optimization, Springer, vol. 75(4), pages 1061-1077, December.
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